+80.1%
CLF vs PBF
+299.9%
-219.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.4% | +3.6% | +6.0% |
| 7D | -14.1% | -7.4% | -6.7% | -12.0% |
| 30D | -5.5% | -17.5% | +11.9% | -0.8% |
| 3M | 0.0% | +13.1% | -13.1% | -4.8% |
| 6M | +11.3% | +72.6% | -61.4% | -8.6% |
| YTD | -7.7% | +161.2% | -168.9% | -35.6% |
| 1Y | +17.5% | +93.3% | -75.8% | -10.8% |
| 3Y | -25.4% | +80.7% | -106.1% | -45.3% |
| 5Y | -46.0% | +396.1% | -442.1% | -73.9% |
| 10Y | +80.1% | +252.3% | -172.2% | -28.5% |
| All | +80.1% | +299.9% | -219.8% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling